I understand the heat and humidity all too well OP. For being in Central Florida, it is blistering out there today and about 90-95% humidity.
I wear a compression sleeve for my knees. The Copper Fit ones. I would prefer not to wear them and if I decide to ride without them, my knees pop on every rotation. The harder the rotation kick, the harder the pop. And my right knee is worst than my left. Which is rather amusing because it was my left that I dislocated several years ago. Go figure.
Once I put the sleeves on, that popping stops.
Have I noticed an increase in endurance during a ride or cramping issues? No, but, that may just be me.
For the heat aspect. Just like everything else in a tropical climate, in a way you get used to it. A sleeve will not make or break it and make you feel hotter or cooler if your already burning up in Florida/
PR heat anyways.